Our client is seeking an exceptional Market Data Engineer to join their London team. The work environment is open, fast-paced, and highly professional. The Market Data team is responsible for building and maintaining time series databases as well as analytics infrastructure. This infrastructure is used for quantitative research, back testing, parameter calibration, risk data modeling, and compliance reporting.
Responsibilities
- Assist in developing and maintaining the Market Data team's KDB+ infrastructure. This includes troubleshooting production issues and automating processes to make the team more efficient.
- Work directly with the trading teams, risk managers and compliance officers to identify and fulfill their market data needs.
- Produce reports using market data, internally generated data and other data sources. Analyze and compare new data sources and make recommendations.
- Follow company-wide software development policies including documenting code and code changes.
- Build validation to ensure all data adheres to strict quality specifications.
Requirements
- Very strong KDB/q skills.
- Exceptional troubleshooting and problem solving skill
- A strong work ethic, excellent communication skills and the ability to collaborate closely both within Market Data and with the customers outside the team.
- Working knowledge of building high frequency applications and real-time data processing.
- Experience in Python and/or shell scripting.
- Working knowledge of C++ development.
- Understanding of exchange protocols, standards and connectivity.
- Experience in the financial services or trading industry.
Education
- Bachelor’s degree or higher in Computer Science, Computer Engineering or equivalent.
If you would like to be considered for the position of Market Data Engineer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
